Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -895497.163 | 97097.2506 | -992594.4136 | -1210166.1311 | -7199713.4308 | 5989547.2996 |
Total P&L (%) | -895.4972 | 97.0973 | -992.5944 | -1210.1661 | -7199.7134 | 5989.5473 |
Avg Daily Profit (%) | -0.4909 | 0.0532 | -0.5441 | 0 | 0 | 0.2255 |
Buy And Hold Return (%) | 835.7818 | 835.7818 | 835.7818 | 835.7818 | 835.7818 | 835.7818 |
Max Trade Drawdown | -1013177 | -127561 | -1038764 | -14969066 | -11253559 | -5547140 |
Profit Factor | 0.4357 | 1.3404 | 0.2374 | 0.9607 | 0.554 | 1.4099 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 14 | 17 | 28 | 14 | 14 |
Losing Trades | 29 | 16 | 13 | 32 | 16 | 16 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.4076 | 1.5319 | 0.1816 | 1.0979 | 0.6331 | 1.6113 |
Largest Winning Trade | 74443 | 74443 | 48022 | 13837694 | 2503963 | 13837694 |
Largest Losing Trade | -543553 | -77137 | -543553 | -9365355 | -9365355 | -4298403 |
Avg Bars in Trades | 172 | 185 | 159 | 172 | 185 | 159 |
Avg Bars in Winners | 89 | 98 | 82 | 176 | 186 | 166 |
Avg Bars in Losers | 261 | 262 | 261 | 169 | 184 | 154 |
Bars Traded | 10363 | 5565 | 4798 | 10363 | 5565 | 4798 |
Profit Streak | 41.6944 | 68.6944 | 0 | 0 | 0 | 165.3611 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753511 | -286956 | -579961 | -753907 | -582121 | 350819 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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